First of all, there is no "skype" application. The skype button just launches the contacts application with the "skype" filter activated. The whole N9 contacts experience revolves around the fact that there's one and only one app to manage all your contacts, so that it's more consistent for the user. However, if you only want to see your "normal" contacts, you can go in the menu in contact view, select "Show" and click on "Address book".
That's by design yes. Not sure if you can get more details (did you try "long press" on it?).
Hmm, that sounds like USSD stuff maybe going wrong. I have as you suspected strictly no idea about how that works, but I'll ping the appropriate persons on Monday. There might be a bugtracker on developer.nokia.com, but I'm not 100% sure...